+537.1%
PL vs SCHG
+78.3%
+458.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.5% |
| 7D | +5.6% | -1.3% | +6.9% | +8.7% |
| 30D | -16.9% | -7.9% | -9.1% | -3.3% |
| 3M | -38.2% | -5.4% | -32.8% | -31.1% |
| 6M | -63.4% | -0.6% | -62.9% | -61.7% |
| YTD | -27.6% | +4.1% | -31.7% | -29.4% |
| 1Y | +6.6% | +2.8% | +3.8% | +6.8% |
| All | +537.1% | +78.3% | +458.8% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling